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79,386 dokument
The indicator counts false breaks of the previous bar’s high and low. An upside false break occurs when the current bar trades above the previous high but closes back below it; a downside false break occurs when price trades below the previous low and closes…
This study proposes a stock-selection factor derived from intraday volume patterns. It defines a daily volume “tide” by smoothing minute-level volume with a nine-minute neighborhood, locating its peak, and identifying low-volume points before and after that…
This indicator description presents a version of the instantaneous trend line that uses self-adjusting levels to filter signals. The stated motivation is that relying directly on the trend line’s slope can produce too many signals; adaptive levels are…
This indicator creates synthetic Japanese candlesticks over a configurable period by averaging the price series used in its calculations. It visually emphasizes candle shapes classified as hammers or inverted hammers, using separate colors for the two types.…
This report examines industry exposures in an existing multi-factor stock-selection portfolio, tests how the model performs across sectors, and constructs industry-neutral long and short portfolios. It identifies sectors where the model appeared unsuitable…
This note offers informal Sharpe-ratio thresholds for screening strategies under a stated evaluation context: a single strategy rotating half-capital among at least three stocks, with million-level capacity and a backtest covering roughly three years. It…
This commentary describes six measures it says would reshape quantitative trading in China’s A-share market: adding network latency, sharing or relocating trading ports, capping order activity, requiring strategy registration and disclosure, imposing…
The document proposes an A-share stock screen combining daily price amplitude, a specified share-price level, and a weekly close above its 30-week moving average. It presents the rules as a way to combine volatility, a price filter, and a trend signal. It…
This document describes a parameter sweep for a grid trading backtest. It combines every configured symbol with candidate relative half-spread and grid-count values, then runs the resulting backtests in parallel over a selected date range. The grid interval…
This A-share screening idea selects stocks with RSI below 65, seven consecutive down days, and an opening move below 6% at 9:25. It combines a technical condition, an extended run of declining sessions, and a limit on the current day's early price change.…
This document proposes screening stocks when MACD is above zero, the price-to-earnings ratio is positive, and the 15-minute MACD histogram's negative bars are shortening. The positive MACD condition is treated as evidence of an upward trend, while…
This article describes an A-share screen for stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, no reported loss, and a volume ratio between 1.5 and 6. The rationale centers on trading activity: turnover and volume ratio…
This document outlines an A-share stock screen combining daily amplitude above 1, a share price above its five-day moving average, and a rounded upward price pattern. It interprets higher amplitude as evidence of trading activity and the moving-average and…
The described expert advisor compares the current day’s closing price with the previous day’s high and low. When price crosses above yesterday’s high or below yesterday’s low, it opens a position in the breakout direction. A stop loss and take profit are…
The document describes adapting an automated trading system to test signals from a ZigZag-based trend indicator. The system opens trades when signals arise and exits through stop-loss or take-profit orders; it can hold multiple orders, with the count tied to…
The strategy ranks a broad set of commodity futures by their performance over the previous 12 months, divides the available contracts into quintiles, and holds long positions in the strongest quintile and short positions in the weakest. It rebalances monthly…
The document outlines an A-share stock selection rule that starts with companies reporting no losses, market capitalization below 10 billion yuan, and turnover between 3% and 12%. It then selects firms whose 2019 dividend ratio exceeds 25%, presenting…
The document describes Chandelier Exit as a trend indicator displayed as a colored cloud, with stop levels placed beyond the cloud's range. This gives a compact visual way to view the indicator's trend signal and the area beyond which its stops are set. The…
This brief description introduces a custom MetaTrader indicator intended to automate the use of Fibonacci lines. It arose from a request for an Expert Advisor that would identify a higher high and a lower low across a range from a starting bar to the current…
The document reviews three quantitative allocation approaches: rotating between equities and bonds, flexible multi-asset allocation, and multi-asset trend following. Each approach is offered at conservative, moderate, and aggressive risk levels, allowing…
This Chinese equity screening idea selects stocks with price amplitude above 1%, positive afternoon large-order net inflow, and an exclusion for companies categorized in Beijing. The post treats amplitude as a sign of active price movement and the order-flow…
This Chinese equity screen combines daily price amplitude above 1%, circulating market value above 10 billion yuan, and a ratio of 2021 revenue to 2018 revenue above 1.1. The conditions aim to select stocks with noticeable price movement, larger market…
This overview explains the main components of a hosted quantitative trading platform: a control center, strategy library, public live-trading pages, simulated trading environment, community, and API documentation. It describes how users can store strategies,…
This document describes a Chinese equity screen combining a turnover range, a cap on circulating shares or market value, a minimum current volume, and an opening price above the prior close. The intended rationale is to find liquid, actively traded stocks…